+1,067.6%
PSX vs STRL
+2,737.5%
-1,669.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | -13.1% | -26.9% | +13.8% | -9.5% |
| 30D | -9.5% | -52.7% | +43.1% | -0.1% |
| 3M | +20.2% | -52.8% | +73.0% | +32.1% |
| 6M | +44.9% | -71.5% | +116.4% | +68.3% |
| YTD | +94.4% | -17.4% | +111.8% | +83.6% |
| 1Y | +83.1% | -35.0% | +118.0% | +78.9% |
| 3Y | +132.2% | +239.2% | -107.1% | +56.8% |
| 5Y | +278.8% | +830.2% | -551.3% | +102.9% |
| 10Y | +354.2% | +3,574.7% | -3,220.6% | +88.6% |
| All | +1,067.6% | +2,737.5% | -1,669.9% | +403.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling